-80.3%
RUN vs RRC
+154.4%
-234.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -1.8% | -1.7% | 0.0% | -1.3% |
| 30D | -10.8% | +3.6% | -14.4% | -11.7% |
| 3M | -30.2% | +8.8% | -39.0% | -32.1% |
| 6M | -22.3% | +0.8% | -23.1% | -23.2% |
| YTD | -52.2% | +19.0% | -71.1% | -55.5% |
| 1Y | -45.1% | +22.9% | -68.0% | -49.7% |
| 3Y | -37.1% | +32.3% | -69.4% | -44.8% |
| 5Y | -80.3% | +151.6% | -231.8% | -85.1% |
| All | -80.3% | +154.4% | -234.6% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling